## The Annals of Statistics

### The jackknife estimate of variance of a Kaplan-Meier integral

Winfried Stute

#### Abstract

Let $\hat{F}_n$ be the Kaplan-Meier estimator of a distribution function F computed from randomly censored data. It is known that, under certain integrability assumptions on a function $\varphi$, the Kaplan-Meier integral $\int \varphi d \hat{F}_n$, when properly standardized, is asymptotically normal. In this paper it is shown that, with probability 1, the jackknife estimate of variance consistently estimates the (limit) variance.

#### Article information

Source
Ann. Statist., Volume 24, Number 6 (1996), 2679-2704.

Dates
First available in Project Euclid: 16 September 2002

https://projecteuclid.org/euclid.aos/1032181175

Digital Object Identifier
doi:10.1214/aos/1032181175

Mathematical Reviews number (MathSciNet)
MR1425974

Zentralblatt MATH identifier
0878.62027

#### Citation

Stute, Winfried. The jackknife estimate of variance of a Kaplan-Meier integral. Ann. Statist. 24 (1996), no. 6, 2679--2704. doi:10.1214/aos/1032181175. https://projecteuclid.org/euclid.aos/1032181175

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